Yes, both are the same, let's see why:
First
public class MyThisTest {
  private int a;
  public MyThisTest(int a) {
    this.a = a;
  }
You are using this to refer the member variable a. The use of this is because by parameter there is another a variable. If you don't use this what variable will be assigned the value? The same as the parameter, so it doesn't take effect because it is 'auto-assign' the value.
Word this ensures tthe member variable is referenced. This is mostly used in constructors and getter/setters because the parameter name should be the same as the member variable name, so to handle the ambiguity this is used.
The second code
public class MyThisTest {
  private int a;
  public MyThisTest(int b) {
    a = b;
  }
Into constructor there is no ambiguity between variables, so this is not needed, but you can still use this and it works perfectly.